+1,058.3%
KEYS vs FHN
+216.3%
+842.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.3% | +1.2% | +1.1% | +1.9% |
| 30D | -2.6% | -4.7% | +2.1% | -1.3% |
| 3M | -4.6% | +3.5% | -8.2% | -5.6% |
| 6M | +8.7% | +7.8% | +0.9% | +6.5% |
| YTD | +61.0% | +5.9% | +55.2% | +58.3% |
| 1Y | +96.0% | +12.5% | +83.5% | +89.2% |
| 3Y | +144.4% | +117.2% | +27.2% | +97.3% |
| 5Y | +80.5% | +86.5% | -6.0% | +42.6% |
| 10Y | +974.9% | +125.7% | +849.2% | +622.5% |
| All | +1,058.3% | +216.3% | +842.0% | +583.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling